加速寿命试验模型的贝叶斯因子

IF 0.5 Q4 STATISTICS & PROBABILITY Communications for Statistical Applications and Methods Pub Date : 2021-11-18 DOI:10.29220/csam.2022.29.5.513
Neill Smit, L. Raubenheimer
{"title":"加速寿命试验模型的贝叶斯因子","authors":"Neill Smit, L. Raubenheimer","doi":"10.29220/csam.2022.29.5.513","DOIUrl":null,"url":null,"abstract":"In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors to compare models. However, Bayesian accelerated life testing models with more than one stressor often have mathematically intractable posterior distributions and Markov chain Monte Carlo methods are employed to obtain posterior samples to base inference on. The computation of the marginal likelihood is challenging when working with such complex models. In this paper, methods for approximating the marginal likelihood and the application thereof in the accelerated life testing paradigm are explored for dual-stress models.","PeriodicalId":44931,"journal":{"name":"Communications for Statistical Applications and Methods","volume":" ","pages":""},"PeriodicalIF":0.5000,"publicationDate":"2021-11-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Bayes factors for accelerated life testing models\",\"authors\":\"Neill Smit, L. Raubenheimer\",\"doi\":\"10.29220/csam.2022.29.5.513\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors to compare models. However, Bayesian accelerated life testing models with more than one stressor often have mathematically intractable posterior distributions and Markov chain Monte Carlo methods are employed to obtain posterior samples to base inference on. The computation of the marginal likelihood is challenging when working with such complex models. In this paper, methods for approximating the marginal likelihood and the application thereof in the accelerated life testing paradigm are explored for dual-stress models.\",\"PeriodicalId\":44931,\"journal\":{\"name\":\"Communications for Statistical Applications and Methods\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.5000,\"publicationDate\":\"2021-11-18\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Communications for Statistical Applications and Methods\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.29220/csam.2022.29.5.513\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications for Statistical Applications and Methods","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.29220/csam.2022.29.5.513","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1

摘要

在贝叶斯加速寿命测试中,最常用的模型比较工具是偏差信息准则。另一种更正式的方法是使用贝叶斯因子来比较模型。然而,具有多个压力源的贝叶斯加速寿命测试模型通常具有数学上难以处理的后验分布,并且使用马尔可夫链蒙特卡罗方法来获得后验样本以作为推理的基础。在处理此类复杂模型时,边际似然的计算具有挑战性。本文探讨了双应力模型的边际似然近似方法及其在加速寿命测试范式中的应用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Bayes factors for accelerated life testing models
In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors to compare models. However, Bayesian accelerated life testing models with more than one stressor often have mathematically intractable posterior distributions and Markov chain Monte Carlo methods are employed to obtain posterior samples to base inference on. The computation of the marginal likelihood is challenging when working with such complex models. In this paper, methods for approximating the marginal likelihood and the application thereof in the accelerated life testing paradigm are explored for dual-stress models.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
0.90
自引率
0.00%
发文量
49
期刊介绍: Communications for Statistical Applications and Methods (Commun. Stat. Appl. Methods, CSAM) is an official journal of the Korean Statistical Society and Korean International Statistical Society. It is an international and Open Access journal dedicated to publishing peer-reviewed, high quality and innovative statistical research. CSAM publishes articles on applied and methodological research in the areas of statistics and probability. It features rapid publication and broad coverage of statistical applications and methods. It welcomes papers on novel applications of statistical methodology in the areas including medicine (pharmaceutical, biotechnology, medical device), business, management, economics, ecology, education, computing, engineering, operational research, biology, sociology and earth science, but papers from other areas are also considered.
期刊最新文献
Influence diagnostics for skew-t censored linear regression models Identification of indirect effects in the two-condition within-subject mediation model and its implementation using SEM Robust extreme quantile estimation for Pareto-type tails through an exponential regression model Two-stage imputation method to handle missing data for categorical response variable Counterfactual image generation by disentangling data attributes with deep generative models
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1